Percolation games
Optimization and Control
2021-12-20 v2 Analysis of PDEs
Abstract
This paper introduces a discrete-time stochastic game class on , which plays the role of a toy model for the well-known problem of stochastic homogenization of Hamilton-Jacobi equations. Conditions are provided under which the -stage game value converges as tends to infinity, and connections with homogenization theory is discussed.
Keywords
Cite
@article{arxiv.2110.12227,
title = {Percolation games},
author = {Guillaume Garnier and Bruno Ziliotto},
journal= {arXiv preprint arXiv:2110.12227},
year = {2021}
}